+590.4%
LNT vs ULTA
+1,541.3%
-950.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | -1.1% | -3.9% | +2.8% | -0.7% |
| 30D | -1.9% | -1.1% | -0.9% | -1.9% |
| 3M | -7.2% | +13.8% | -21.0% | -8.6% |
| 6M | -3.9% | -17.2% | +13.3% | -2.3% |
| YTD | +5.9% | -11.5% | +17.3% | +6.7% |
| 1Y | +8.4% | +3.9% | +4.5% | +7.1% |
| 3Y | +46.6% | +29.5% | +17.1% | +39.3% |
| 5Y | +32.4% | +42.9% | -10.5% | +22.9% |
| 10Y | +147.9% | +124.4% | +23.5% | +108.7% |
| All | +590.4% | +1,541.3% | -950.8% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling